Alternative Approximations to the Distributions of Instrumental Variable Estimators (Q4301030)

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scientific article; zbMATH DE number 605481
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    Alternative Approximations to the Distributions of Instrumental Variable Estimators
    scientific article; zbMATH DE number 605481

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      Alternative Approximations to the Distributions of Instrumental Variable Estimators (English)
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      18 September 1994
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      Pitman nearness
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      asymptotic approximations
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      instrumental variables
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      ordinary least squares
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      limited information maximum likelihood
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      Monte Carlo
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      method-of-moments estimators
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      single equation
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      first-order approximations
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      normality
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      parameter sequence
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      moments
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      limit distributions
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      new approximate confidence regions
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      shrinkage estimator
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